Philipps, Collin S. The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE. (English) Zbl 1490.62474 Econom. Rev. 41, No. 1, 99-114 (2022). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{C. S. Philipps}, Econom. Rev. 41, No. 1, 99--114 (2022; Zbl 1490.62474) Full Text: DOI
Hartl, Tobias; Jucknewitz, Roland Approximate state space modelling of unobserved fractional components. (English) Zbl 1490.62247 Econom. Rev. 41, No. 1, 75-98 (2022). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{T. Hartl} and \textit{R. Jucknewitz}, Econom. Rev. 41, No. 1, 75--98 (2022; Zbl 1490.62247) Full Text: DOI arXiv
Papadopoulos, Alecos; Tsionas, Mike G. Efficiency gains in least squares estimation: a new approach. (English) Zbl 1490.62179 Econom. Rev. 41, No. 1, 51-74 (2022). MSC: 62J05 62F12 62P20 PDFBibTeX XMLCite \textit{A. Papadopoulos} and \textit{M. G. Tsionas}, Econom. Rev. 41, No. 1, 51--74 (2022; Zbl 1490.62179) Full Text: DOI
Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. Estimation and inference for distribution and quantile functions in endogenous treatment effect models. (English) Zbl 1491.62223 Econom. Rev. 41, No. 1, 22-50 (2022). MSC: 62P20 62G05 62G09 PDFBibTeX XMLCite \textit{Y.-C. Hsu} et al., Econom. Rev. 41, No. 1, 22--50 (2022; Zbl 1491.62223) Full Text: DOI
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yiğit, Taner Time-varying cointegration and the Kalman filter. (English) Zbl 1490.62241 Econom. Rev. 41, No. 1, 1-21 (2022). MSC: 62M10 62P12 62P20 PDFBibTeX XMLCite \textit{B. A. Eroğlu} et al., Econom. Rev. 41, No. 1, 1--21 (2022; Zbl 1490.62241) Full Text: DOI Link